+86.1%
WULF vs WY
-4.5%
+90.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | +7.6% | -1.7% | +9.3% | +7.5% |
| 30D | -8.6% | -10.1% | +1.5% | -9.0% |
| 3M | -37.0% | -5.1% | -31.8% | -36.4% |
| 6M | +7.4% | -4.8% | +12.2% | +7.0% |
| YTD | +43.7% | -0.2% | +43.9% | +44.0% |
| 1Y | +86.1% | -6.6% | +92.8% | +84.4% |
| All | +86.1% | -4.5% | +90.7% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling